FTSE 100 Index Future September 2023

Trading Metrics calculated at close of trading on 26-Jul-2023

Day Change Summary
	Previous	Current
	25-Jul-2023	26-Jul-2023	Change	Change %	Previous Week
Open	7,671.0	7,668.5	-2.5	0.0%	7,406.5
High	7,692.0	7,692.5	0.5	0.0%	7,667.0
Low	7,661.0	7,617.0	-44.0	-0.6%	7,390.0
Close	7,683.5	7,663.5	-20.0	-0.3%	7,652.5
Range	31.0	75.5	44.5	143.5%	277.0
ATR	73.9	74.0	0.1	0.2%	0.0
Volume	68,200	84,019	15,819	23.2%	480,324

Daily Pivots for day following 26-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,884.0	7,849.5	7,705.0
R3	7,808.5	7,774.0	7,684.5
R2	7,733.0	7,733.0	7,677.5
R1	7,698.5	7,698.5	7,670.5	7,678.0
PP	7,657.5	7,657.5	7,657.5	7,647.5
S1	7,623.0	7,623.0	7,656.5	7,602.5
S2	7,582.0	7,582.0	7,649.5
S3	7,506.5	7,547.5	7,642.5
S4	7,431.0	7,472.0	7,622.0

Weekly Pivots for week ending 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	8,401.0	8,303.5	7,805.0
R3	8,124.0	8,026.5	7,728.5
R2	7,847.0	7,847.0	7,703.5
R1	7,749.5	7,749.5	7,678.0	7,798.0
PP	7,570.0	7,570.0	7,570.0	7,594.0
S1	7,472.5	7,472.5	7,627.0	7,521.0
S2	7,293.0	7,293.0	7,601.5
S3	7,016.0	7,195.5	7,576.5
S4	6,739.0	6,918.5	7,500.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,692.5	7,565.0	127.5	1.7%	61.0	0.8%	77%	True	False	83,308
10	7,692.5	7,390.0	302.5	3.9%	70.5	0.9%	90%	True	False	85,374
20	7,692.5	7,223.0	469.5	6.1%	76.5	1.0%	94%	True	False	87,153
40	7,703.5	7,223.0	480.5	6.3%	70.0	0.9%	92%	False	False	89,776
60	7,814.0	7,223.0	591.0	7.7%	61.0	0.8%	75%	False	False	59,952
80	7,944.0	7,223.0	721.0	9.4%	51.5	0.7%	61%	False	False	44,968

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.9
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	8,013.5
2.618	7,890.0
1.618	7,814.5
1.000	7,768.0
0.618	7,739.0
HIGH	7,692.5
0.618	7,663.5
0.500	7,655.0
0.382	7,646.0
LOW	7,617.0
0.618	7,570.5
1.000	7,541.5
1.618	7,495.0
2.618	7,419.5
4.250	7,296.0

Fisher Pivots for day following 26-Jul-2023
Pivot	1 day	3 day
R1	7,660.5	7,659.5
PP	7,657.5	7,655.5
S1	7,655.0	7,652.0

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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